+26.4%
V vs MTSI
+38.8%
-12.4%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +10.8% | -10.8% | +0.7% |
| 7D | +2.2% | -10.0% | +12.2% | +1.6% |
| 30D | +13.6% | -37.2% | +50.8% | +10.2% |
| 3M | +14.3% | -30.1% | +44.4% | +12.3% |
| 6M | +33.1% | -31.9% | +65.0% | +29.4% |
| YTD | +21.2% | +23.2% | -1.9% | +20.3% |
| 1Y | +26.4% | +26.4% | 0.0% | +25.4% |
| All | +26.4% | +38.8% | -12.4% | +25.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded MTSI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling